Are you targeting the file to a folder opn the SD device, or just to the top level device directory? I seem to recall having an experience like that. But whewn I created a folder on the device and then targeted the folder for the Save destination, the file was saved successfully in the folder. Weird, and my memory may be faulty, but that's what I seem to recall.

When you press the "Backup Presets" button a dialog pops up. It says "Backup Save to: (choose location) Name (Backup File)" if you press the "(choose location)" tab and select the the SD card or a folder on the SD card your backup is saved in that location.

It's what Silverhead said - if you create a specific folder for the backup file it works but if you want to save the backup file to the root of the SD card it does not work. Weird behavior. Thank you Silverhead